+230.9%
ASTS vs MO
+193.5%
+37.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.9% | +8.9% | +6.9% |
| 7D | -21.1% | -2.4% | -18.6% | -21.2% |
| 30D | -46.7% | +9.7% | -56.4% | -46.4% |
| 3M | -52.0% | +14.1% | -66.2% | -51.6% |
| 6M | -54.3% | +11.9% | -66.1% | -54.1% |
| YTD | -55.5% | +38.4% | -93.9% | -56.0% |
| 1Y | -50.5% | +41.9% | -92.4% | -51.2% |
| 3Y | +706.2% | +134.5% | +571.7% | +636.0% |
| 5Y | +165.2% | +147.3% | +17.9% | +143.0% |
| All | +230.9% | +193.5% | +37.4% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling